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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 01 Dec 2009 13:37:10 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/01/t1259699867ki7icfv6uo0g231.htm/, Retrieved Fri, 26 Apr 2024 14:08:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62248, Retrieved Fri, 26 Apr 2024 14:08:18 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

183

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Partial Correlati...] [2009-11-25 13:42:22] [4395c69e961f9a13a0559fd2f0a72538]
-                 [(Partial) Autocorrelation Function] [link2] [2009-12-01 20:37:10] [454b2df2fae01897bad5ff38ed3cc924] [Current]

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Dataseries X:

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Histogram

Boxplots

7.3
7.6
7.5
7.6
7.9
7.9
8.1
8.2
8
7.5
6.8
6.5
6.6
7.6
8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62248&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62248&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62248&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.828913	6.474	0
2	0.529107	4.1325	5.6e-05
3	0.257439	2.0107	0.024394
4	0.128396	1.0028	0.159959
5	0.131953	1.0306	0.153401
6	0.199224	1.556	0.062442
7	0.244179	1.9071	0.03061
8	0.224774	1.7555	0.042094
9	0.146184	1.1417	0.129014
10	0.045925	0.3587	0.360534
11	-0.030078	-0.2349	0.407531
12	-0.077943	-0.6088	0.272474
13	-0.094761	-0.7401	0.231038
14	-0.116429	-0.9093	0.183374
15	-0.15815	-1.2352	0.110748
16	-0.204722	-1.5989	0.057502
17	-0.206986	-1.6166	0.055561
18	-0.165912	-1.2958	0.099961
19	-0.110285	-0.8614	0.196209
20	-0.091203	-0.7123	0.239492
21	-0.150065	-1.172	0.122869
22	-0.284929	-2.2254	0.014882
23	-0.416235	-3.2509	0.000938
24	-0.46216	-3.6096	0.00031
25	-0.381307	-2.9781	0.002079
26	-0.26229	-2.0485	0.022408
27	-0.177232	-1.3842	0.085667
28	-0.156856	-1.2251	0.112626
29	-0.187904	-1.4676	0.073678
30	-0.221863	-1.7328	0.044092
31	-0.207956	-1.6242	0.054746
32	-0.153946	-1.2024	0.116936
33	-0.081177	-0.634	0.264221
34	-0.018435	-0.144	0.442996
35	0.038486	0.3006	0.382375
36	0.079237	0.6189	0.269157

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.828913 & 6.474 & 0 \tabularnewline
2 & 0.529107 & 4.1325 & 5.6e-05 \tabularnewline
3 & 0.257439 & 2.0107 & 0.024394 \tabularnewline
4 & 0.128396 & 1.0028 & 0.159959 \tabularnewline
5 & 0.131953 & 1.0306 & 0.153401 \tabularnewline
6 & 0.199224 & 1.556 & 0.062442 \tabularnewline
7 & 0.244179 & 1.9071 & 0.03061 \tabularnewline
8 & 0.224774 & 1.7555 & 0.042094 \tabularnewline
9 & 0.146184 & 1.1417 & 0.129014 \tabularnewline
10 & 0.045925 & 0.3587 & 0.360534 \tabularnewline
11 & -0.030078 & -0.2349 & 0.407531 \tabularnewline
12 & -0.077943 & -0.6088 & 0.272474 \tabularnewline
13 & -0.094761 & -0.7401 & 0.231038 \tabularnewline
14 & -0.116429 & -0.9093 & 0.183374 \tabularnewline
15 & -0.15815 & -1.2352 & 0.110748 \tabularnewline
16 & -0.204722 & -1.5989 & 0.057502 \tabularnewline
17 & -0.206986 & -1.6166 & 0.055561 \tabularnewline
18 & -0.165912 & -1.2958 & 0.099961 \tabularnewline
19 & -0.110285 & -0.8614 & 0.196209 \tabularnewline
20 & -0.091203 & -0.7123 & 0.239492 \tabularnewline
21 & -0.150065 & -1.172 & 0.122869 \tabularnewline
22 & -0.284929 & -2.2254 & 0.014882 \tabularnewline
23 & -0.416235 & -3.2509 & 0.000938 \tabularnewline
24 & -0.46216 & -3.6096 & 0.00031 \tabularnewline
25 & -0.381307 & -2.9781 & 0.002079 \tabularnewline
26 & -0.26229 & -2.0485 & 0.022408 \tabularnewline
27 & -0.177232 & -1.3842 & 0.085667 \tabularnewline
28 & -0.156856 & -1.2251 & 0.112626 \tabularnewline
29 & -0.187904 & -1.4676 & 0.073678 \tabularnewline
30 & -0.221863 & -1.7328 & 0.044092 \tabularnewline
31 & -0.207956 & -1.6242 & 0.054746 \tabularnewline
32 & -0.153946 & -1.2024 & 0.116936 \tabularnewline
33 & -0.081177 & -0.634 & 0.264221 \tabularnewline
34 & -0.018435 & -0.144 & 0.442996 \tabularnewline
35 & 0.038486 & 0.3006 & 0.382375 \tabularnewline
36 & 0.079237 & 0.6189 & 0.269157 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62248&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.828913[/C][C]6.474[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.529107[/C][C]4.1325[/C][C]5.6e-05[/C][/ROW]
[ROW][C]3[/C][C]0.257439[/C][C]2.0107[/C][C]0.024394[/C][/ROW]
[ROW][C]4[/C][C]0.128396[/C][C]1.0028[/C][C]0.159959[/C][/ROW]
[ROW][C]5[/C][C]0.131953[/C][C]1.0306[/C][C]0.153401[/C][/ROW]
[ROW][C]6[/C][C]0.199224[/C][C]1.556[/C][C]0.062442[/C][/ROW]
[ROW][C]7[/C][C]0.244179[/C][C]1.9071[/C][C]0.03061[/C][/ROW]
[ROW][C]8[/C][C]0.224774[/C][C]1.7555[/C][C]0.042094[/C][/ROW]
[ROW][C]9[/C][C]0.146184[/C][C]1.1417[/C][C]0.129014[/C][/ROW]
[ROW][C]10[/C][C]0.045925[/C][C]0.3587[/C][C]0.360534[/C][/ROW]
[ROW][C]11[/C][C]-0.030078[/C][C]-0.2349[/C][C]0.407531[/C][/ROW]
[ROW][C]12[/C][C]-0.077943[/C][C]-0.6088[/C][C]0.272474[/C][/ROW]
[ROW][C]13[/C][C]-0.094761[/C][C]-0.7401[/C][C]0.231038[/C][/ROW]
[ROW][C]14[/C][C]-0.116429[/C][C]-0.9093[/C][C]0.183374[/C][/ROW]
[ROW][C]15[/C][C]-0.15815[/C][C]-1.2352[/C][C]0.110748[/C][/ROW]
[ROW][C]16[/C][C]-0.204722[/C][C]-1.5989[/C][C]0.057502[/C][/ROW]
[ROW][C]17[/C][C]-0.206986[/C][C]-1.6166[/C][C]0.055561[/C][/ROW]
[ROW][C]18[/C][C]-0.165912[/C][C]-1.2958[/C][C]0.099961[/C][/ROW]
[ROW][C]19[/C][C]-0.110285[/C][C]-0.8614[/C][C]0.196209[/C][/ROW]
[ROW][C]20[/C][C]-0.091203[/C][C]-0.7123[/C][C]0.239492[/C][/ROW]
[ROW][C]21[/C][C]-0.150065[/C][C]-1.172[/C][C]0.122869[/C][/ROW]
[ROW][C]22[/C][C]-0.284929[/C][C]-2.2254[/C][C]0.014882[/C][/ROW]
[ROW][C]23[/C][C]-0.416235[/C][C]-3.2509[/C][C]0.000938[/C][/ROW]
[ROW][C]24[/C][C]-0.46216[/C][C]-3.6096[/C][C]0.00031[/C][/ROW]
[ROW][C]25[/C][C]-0.381307[/C][C]-2.9781[/C][C]0.002079[/C][/ROW]
[ROW][C]26[/C][C]-0.26229[/C][C]-2.0485[/C][C]0.022408[/C][/ROW]
[ROW][C]27[/C][C]-0.177232[/C][C]-1.3842[/C][C]0.085667[/C][/ROW]
[ROW][C]28[/C][C]-0.156856[/C][C]-1.2251[/C][C]0.112626[/C][/ROW]
[ROW][C]29[/C][C]-0.187904[/C][C]-1.4676[/C][C]0.073678[/C][/ROW]
[ROW][C]30[/C][C]-0.221863[/C][C]-1.7328[/C][C]0.044092[/C][/ROW]
[ROW][C]31[/C][C]-0.207956[/C][C]-1.6242[/C][C]0.054746[/C][/ROW]
[ROW][C]32[/C][C]-0.153946[/C][C]-1.2024[/C][C]0.116936[/C][/ROW]
[ROW][C]33[/C][C]-0.081177[/C][C]-0.634[/C][C]0.264221[/C][/ROW]
[ROW][C]34[/C][C]-0.018435[/C][C]-0.144[/C][C]0.442996[/C][/ROW]
[ROW][C]35[/C][C]0.038486[/C][C]0.3006[/C][C]0.382375[/C][/ROW]
[ROW][C]36[/C][C]0.079237[/C][C]0.6189[/C][C]0.269157[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62248&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62248&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.828913	6.474	0
2	0.529107	4.1325	5.6e-05
3	0.257439	2.0107	0.024394
4	0.128396	1.0028	0.159959
5	0.131953	1.0306	0.153401
6	0.199224	1.556	0.062442
7	0.244179	1.9071	0.03061
8	0.224774	1.7555	0.042094
9	0.146184	1.1417	0.129014
10	0.045925	0.3587	0.360534
11	-0.030078	-0.2349	0.407531
12	-0.077943	-0.6088	0.272474
13	-0.094761	-0.7401	0.231038
14	-0.116429	-0.9093	0.183374
15	-0.15815	-1.2352	0.110748
16	-0.204722	-1.5989	0.057502
17	-0.206986	-1.6166	0.055561
18	-0.165912	-1.2958	0.099961
19	-0.110285	-0.8614	0.196209
20	-0.091203	-0.7123	0.239492
21	-0.150065	-1.172	0.122869
22	-0.284929	-2.2254	0.014882
23	-0.416235	-3.2509	0.000938
24	-0.46216	-3.6096	0.00031
25	-0.381307	-2.9781	0.002079
26	-0.26229	-2.0485	0.022408
27	-0.177232	-1.3842	0.085667
28	-0.156856	-1.2251	0.112626
29	-0.187904	-1.4676	0.073678
30	-0.221863	-1.7328	0.044092
31	-0.207956	-1.6242	0.054746
32	-0.153946	-1.2024	0.116936
33	-0.081177	-0.634	0.264221
34	-0.018435	-0.144	0.442996
35	0.038486	0.3006	0.382375
36	0.079237	0.6189	0.269157

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.828913	6.474	0
2	-0.504917	-3.9435	0.000105
3	0.068366	0.534	0.297656
4	0.232624	1.8168	0.037077
5	0.067348	0.526	0.300396
6	0.036248	0.2831	0.389026
7	-0.023226	-0.1814	0.428326
8	-0.026893	-0.21	0.417169
9	-0.039658	-0.3097	0.378909
10	-0.043575	-0.3403	0.367389
11	-0.008705	-0.068	0.473009
12	-0.096526	-0.7539	0.226907
13	-0.011395	-0.089	0.464689
14	-0.119138	-0.9305	0.17789
15	-0.08929	-0.6974	0.244107
16	-0.006757	-0.0528	0.479043
17	0.10189	0.7958	0.214621
18	-0.011087	-0.0866	0.465641
19	-0.02823	-0.2205	0.413117
20	-0.074186	-0.5794	0.282222
21	-0.169067	-1.3205	0.095808
22	-0.199393	-1.5573	0.062286
23	-0.026285	-0.2053	0.419013
24	0.010972	0.0857	0.465994
25	0.083743	0.6541	0.257767
26	-0.188242	-1.4702	0.073321
27	-0.045992	-0.3592	0.360341
28	0.023007	0.1797	0.428996
29	-0.015399	-0.1203	0.452332
30	0.016668	0.1302	0.448426
31	0.060954	0.4761	0.317863
32	-0.062759	-0.4902	0.312888
33	0.004186	0.0327	0.487014
34	-0.003667	-0.0286	0.488623
35	0.131452	1.0267	0.154315
36	-0.012558	-0.0981	0.461095

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.828913 & 6.474 & 0 \tabularnewline
2 & -0.504917 & -3.9435 & 0.000105 \tabularnewline
3 & 0.068366 & 0.534 & 0.297656 \tabularnewline
4 & 0.232624 & 1.8168 & 0.037077 \tabularnewline
5 & 0.067348 & 0.526 & 0.300396 \tabularnewline
6 & 0.036248 & 0.2831 & 0.389026 \tabularnewline
7 & -0.023226 & -0.1814 & 0.428326 \tabularnewline
8 & -0.026893 & -0.21 & 0.417169 \tabularnewline
9 & -0.039658 & -0.3097 & 0.378909 \tabularnewline
10 & -0.043575 & -0.3403 & 0.367389 \tabularnewline
11 & -0.008705 & -0.068 & 0.473009 \tabularnewline
12 & -0.096526 & -0.7539 & 0.226907 \tabularnewline
13 & -0.011395 & -0.089 & 0.464689 \tabularnewline
14 & -0.119138 & -0.9305 & 0.17789 \tabularnewline
15 & -0.08929 & -0.6974 & 0.244107 \tabularnewline
16 & -0.006757 & -0.0528 & 0.479043 \tabularnewline
17 & 0.10189 & 0.7958 & 0.214621 \tabularnewline
18 & -0.011087 & -0.0866 & 0.465641 \tabularnewline
19 & -0.02823 & -0.2205 & 0.413117 \tabularnewline
20 & -0.074186 & -0.5794 & 0.282222 \tabularnewline
21 & -0.169067 & -1.3205 & 0.095808 \tabularnewline
22 & -0.199393 & -1.5573 & 0.062286 \tabularnewline
23 & -0.026285 & -0.2053 & 0.419013 \tabularnewline
24 & 0.010972 & 0.0857 & 0.465994 \tabularnewline
25 & 0.083743 & 0.6541 & 0.257767 \tabularnewline
26 & -0.188242 & -1.4702 & 0.073321 \tabularnewline
27 & -0.045992 & -0.3592 & 0.360341 \tabularnewline
28 & 0.023007 & 0.1797 & 0.428996 \tabularnewline
29 & -0.015399 & -0.1203 & 0.452332 \tabularnewline
30 & 0.016668 & 0.1302 & 0.448426 \tabularnewline
31 & 0.060954 & 0.4761 & 0.317863 \tabularnewline
32 & -0.062759 & -0.4902 & 0.312888 \tabularnewline
33 & 0.004186 & 0.0327 & 0.487014 \tabularnewline
34 & -0.003667 & -0.0286 & 0.488623 \tabularnewline
35 & 0.131452 & 1.0267 & 0.154315 \tabularnewline
36 & -0.012558 & -0.0981 & 0.461095 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62248&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.828913[/C][C]6.474[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.504917[/C][C]-3.9435[/C][C]0.000105[/C][/ROW]
[ROW][C]3[/C][C]0.068366[/C][C]0.534[/C][C]0.297656[/C][/ROW]
[ROW][C]4[/C][C]0.232624[/C][C]1.8168[/C][C]0.037077[/C][/ROW]
[ROW][C]5[/C][C]0.067348[/C][C]0.526[/C][C]0.300396[/C][/ROW]
[ROW][C]6[/C][C]0.036248[/C][C]0.2831[/C][C]0.389026[/C][/ROW]
[ROW][C]7[/C][C]-0.023226[/C][C]-0.1814[/C][C]0.428326[/C][/ROW]
[ROW][C]8[/C][C]-0.026893[/C][C]-0.21[/C][C]0.417169[/C][/ROW]
[ROW][C]9[/C][C]-0.039658[/C][C]-0.3097[/C][C]0.378909[/C][/ROW]
[ROW][C]10[/C][C]-0.043575[/C][C]-0.3403[/C][C]0.367389[/C][/ROW]
[ROW][C]11[/C][C]-0.008705[/C][C]-0.068[/C][C]0.473009[/C][/ROW]
[ROW][C]12[/C][C]-0.096526[/C][C]-0.7539[/C][C]0.226907[/C][/ROW]
[ROW][C]13[/C][C]-0.011395[/C][C]-0.089[/C][C]0.464689[/C][/ROW]
[ROW][C]14[/C][C]-0.119138[/C][C]-0.9305[/C][C]0.17789[/C][/ROW]
[ROW][C]15[/C][C]-0.08929[/C][C]-0.6974[/C][C]0.244107[/C][/ROW]
[ROW][C]16[/C][C]-0.006757[/C][C]-0.0528[/C][C]0.479043[/C][/ROW]
[ROW][C]17[/C][C]0.10189[/C][C]0.7958[/C][C]0.214621[/C][/ROW]
[ROW][C]18[/C][C]-0.011087[/C][C]-0.0866[/C][C]0.465641[/C][/ROW]
[ROW][C]19[/C][C]-0.02823[/C][C]-0.2205[/C][C]0.413117[/C][/ROW]
[ROW][C]20[/C][C]-0.074186[/C][C]-0.5794[/C][C]0.282222[/C][/ROW]
[ROW][C]21[/C][C]-0.169067[/C][C]-1.3205[/C][C]0.095808[/C][/ROW]
[ROW][C]22[/C][C]-0.199393[/C][C]-1.5573[/C][C]0.062286[/C][/ROW]
[ROW][C]23[/C][C]-0.026285[/C][C]-0.2053[/C][C]0.419013[/C][/ROW]
[ROW][C]24[/C][C]0.010972[/C][C]0.0857[/C][C]0.465994[/C][/ROW]
[ROW][C]25[/C][C]0.083743[/C][C]0.6541[/C][C]0.257767[/C][/ROW]
[ROW][C]26[/C][C]-0.188242[/C][C]-1.4702[/C][C]0.073321[/C][/ROW]
[ROW][C]27[/C][C]-0.045992[/C][C]-0.3592[/C][C]0.360341[/C][/ROW]
[ROW][C]28[/C][C]0.023007[/C][C]0.1797[/C][C]0.428996[/C][/ROW]
[ROW][C]29[/C][C]-0.015399[/C][C]-0.1203[/C][C]0.452332[/C][/ROW]
[ROW][C]30[/C][C]0.016668[/C][C]0.1302[/C][C]0.448426[/C][/ROW]
[ROW][C]31[/C][C]0.060954[/C][C]0.4761[/C][C]0.317863[/C][/ROW]
[ROW][C]32[/C][C]-0.062759[/C][C]-0.4902[/C][C]0.312888[/C][/ROW]
[ROW][C]33[/C][C]0.004186[/C][C]0.0327[/C][C]0.487014[/C][/ROW]
[ROW][C]34[/C][C]-0.003667[/C][C]-0.0286[/C][C]0.488623[/C][/ROW]
[ROW][C]35[/C][C]0.131452[/C][C]1.0267[/C][C]0.154315[/C][/ROW]
[ROW][C]36[/C][C]-0.012558[/C][C]-0.0981[/C][C]0.461095[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62248&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62248&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.828913	6.474	0
2	-0.504917	-3.9435	0.000105
3	0.068366	0.534	0.297656
4	0.232624	1.8168	0.037077
5	0.067348	0.526	0.300396
6	0.036248	0.2831	0.389026
7	-0.023226	-0.1814	0.428326
8	-0.026893	-0.21	0.417169
9	-0.039658	-0.3097	0.378909
10	-0.043575	-0.3403	0.367389
11	-0.008705	-0.068	0.473009
12	-0.096526	-0.7539	0.226907
13	-0.011395	-0.089	0.464689
14	-0.119138	-0.9305	0.17789
15	-0.08929	-0.6974	0.244107
16	-0.006757	-0.0528	0.479043
17	0.10189	0.7958	0.214621
18	-0.011087	-0.0866	0.465641
19	-0.02823	-0.2205	0.413117
20	-0.074186	-0.5794	0.282222
21	-0.169067	-1.3205	0.095808
22	-0.199393	-1.5573	0.062286
23	-0.026285	-0.2053	0.419013
24	0.010972	0.0857	0.465994
25	0.083743	0.6541	0.257767
26	-0.188242	-1.4702	0.073321
27	-0.045992	-0.3592	0.360341
28	0.023007	0.1797	0.428996
29	-0.015399	-0.1203	0.452332
30	0.016668	0.1302	0.448426
31	0.060954	0.4761	0.317863
32	-0.062759	-0.4902	0.312888
33	0.004186	0.0327	0.487014
34	-0.003667	-0.0286	0.488623
35	0.131452	1.0267	0.154315
36	-0.012558	-0.0981	0.461095

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code